Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47862.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46467.64 Kr¶

PnL: ---------------------------------------> -420.93 Kr¶

DD now: ---------------------------------> -1.578 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:23:53.318820'

Anic Portfolio¶

Today¶

Return: -0.105 %¶

This Week¶

Return: -0.105 %¶

Total¶

Return: 56.69 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.820000 3203.200000 232.200000 7.820000 2971.000006
HEBA B 70 0.890000 2779.000000 143.000000 5.420000 2636.000010
AcadeMedia 12 1.640000 603.000000 46.000000 8.260000 557.000004
Corem Property Group B 59 0.960000 619.500000 42.500000 7.370000 576.999999
Boozt 12 0.280000 1690.800000 36.800000 2.220000 1653.999996
MedCap 2 2.020000 454.000000 33.000000 7.840000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.020000 384.500000 29.500000 8.310000 355.000000
SAAB B 8 -1.000000 3405.600000 28.600000 0.850000 3377.000000
Resurs Holding 22 0.150000 601.920000 27.920000 4.860000 573.999998
OEM International B 7 1.790000 555.800000 27.800000 5.270000 527.999997
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 1.170000 692.800000 19.800000 2.940000 673.000000
Intrum 4 1.270000 542.800000 15.800000 3.000000 527.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Coor Service Management Hold. 8 1.790000 544.800000 12.800000 2.410000 532.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
CTEK 13 2.500000 543.270000 9.270000 1.740000 533.999999
Sampo Oyj SDB 7 0.270000 3853.500000 3.500000 0.090000 3850.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.130000 566.550000 2.550000 0.450000 564.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -0.550000 574.200000 0.200000 0.030000 574.000000
Handelsbanken A 5 0.180000 545.000000 -1.000000 -0.180000 546.000000
Essity A 4 -0.350000 1146.000000 -3.000000 -0.260000 1149.000000
Nordea Bank Abp 29 0.050000 3450.420000 -3.580000 -0.100000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.200000 241.440000 -4.560000 -1.850000 246.000000
Securitas B 6 0.090000 564.480000 -5.520000 -0.970000 570.000000
Midsona B 63 1.350000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 1.000000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.140000 3666.000000 -90.000000 -2.400000 3756.000001
OX2 18 0.370000 1454.400000 -209.600000 -12.600000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46467.640000 -420.930000 -1.57784% 46888.564618

Updated:¶

'2023-01-23 09:24:05.704503'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶